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V-Lab

Brand Engagement Network Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility prediction for Tuesday, August 18th, 2026

1 Day

123.25%

decreased by 7.10%

1 Week

138.82%

increased by 8.47%

1 Month

182.69%

increased by 52.34%

Analysis last updated: Monday, August 17, 2026 at 09:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Brand Engagement Network Inc S0GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Mar 2, 2021 to Aug 14, 2026

Model Insight

This model fits a time-varying baseline (a spline), so volatility mean-reverts toward a slowly-shifting long-run level rather than a constant. Short-run deviations decay with a half-life of 31 trading days.

τ

Zero Slope Spline-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.3467
1.19
α

ARCH

Response to squared shocks

0.2294
2.81***
β

GARCH

Volatility persistence

0.7482
11.03***
γi Spline Coefficients
K=9
γ14.9364
1.12
γ2-6.0259
-0.72
γ39.2312
1.12
γ4-15.2913
-1.65*
γ516.2548
1.88*
γ6-17.2994
-2.40**
γ77.7137
0.75
γ82.2687
0.23
γ9-2.6016
-0.50

Persistence:

0.978

Half-life:

31 days